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http://dx.doi.org/10.14317/jami.2011.29.5_6.1533

AN EXACT PENALTY FUNCTION METHOD FOR SOLVING A CLASS OF NONLINEAR BILEVEL PROGRAMS  

Lv, Yibing (School of Information and Mathematics, Yangtze University)
Publication Information
Journal of applied mathematics & informatics / v.29, no.5_6, 2011 , pp. 1533-1539 More about this Journal
Abstract
In this paper, a class of nonlinear bilevel programs, i.e. the lower level problem is linear programs, is considered. Aiming at this special structure, we append the duality gap of the lower level problem to the upper level objective with a penalty and obtain a penalized problem. Using the penalty method, we give an existence theorem of solution and propose an algorithm. Then, a numerical example is given to illustrate the algorithm.
Keywords
Nonlinear bilevel programs; Nonlinear programs; Duality; Penalty method;
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